Statistical Inference

Stat 610a  Fall 2003 

Instructor:  Andrew Barron  <Andrew.Barron@yale.edu>, 
             office 2-0634, dept 2-0666, home 248-5386

Office Hours:  Monday and Wednesday, 2:15 to 3:15. 

Teaching Assistant: Xiaoye Li <Xiaoye.Li@yale.edu>
             
Time: Monday, Wednesday, 1:00-2:15.
Location:  24 Hillhouse

Text:  Erich Lehmann and George Casella, ``Theory of Point Estimation''
       We will cover core material from chapters 1 through 6.

Course Description:
       A systematic development of the mathematical theory of statiscal inference
       focussing on optimality in estimation:  Best unbiased, best invariant,
       minimax, Bayes, admissibility, efficiency, asymptotics.

Weekly Homework: 45%
        Midterm: 15%
     Final Exam: 30%
  Participation: 10%

Homeworks:

Here are the first eleven homeworks.  I might adjust the selection some, so check 
a week before the due date to see if there be any revisions of the selections.

HW1: Chapter 1: Problems 1.2, 1.8, 4.1, 4.13, 5.1 Due Wednesday Sept 10.

HW2: Chapter 1: Problems 5.6, 5.7, 5.25, 6.1, 6.3 Due Wednesday Sept 17. 

HW3: Chapter 1: Problems 6.6, 6.7, 6.16, 6.29, 6.31(a) Due Wednesday Sept 24.

HW4: Chapter 1: Problems 6.35, 7.9; Chapter 2: Problem 1.15.  Due Wed. Oct 1.

HW5: Chapter 2: Problems 1.18, 1.20, 2.8, 2.19, 2.24.  Due Wednesday Oct 8.

HW6: Chapter 2: Problems 5.3, 5.9, 5.13, 5.22, 5.27. Due Wednesday Oct 15.

HW7: Chapter 3: Problems 1.1, 1.6, 1.11, 
                Plus use the Pitman expression (1.28) to find the 
                minimum risk equivariant estimators of location 
                in examples 1.16 and 1.19.          Due Wednesday Oct 22.
  
HW8: Chapter 3: Problems 3.6, 3.10(a), 3.11(a,b),
                Plus find minimum risk equivariant estimators of
                the density function in examples 1.16 and 1.19.  Due Wed Oct 29.

HW9: Chapter 4: Problems 1.1, 2.8.  Due Wednesday Nov 5.

HW10 Chapter 4: Problems 2.15, 3.3, 3.4, 4.4; Chapter 5: Problem 1.21.  Due Wed Nov 12.

HW11 Chapter 5: Problems 2.7, 4.7, 5.4(a), 5.7, 7.15.  Due Wednesday Nov 19.